Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,964.75 |
1,953.50 |
-11.25 |
-0.6% |
1,905.50 |
High |
1,973.75 |
1,982.50 |
8.75 |
0.4% |
1,935.00 |
Low |
1,954.25 |
1,952.50 |
-1.75 |
-0.1% |
1,853.00 |
Close |
1,960.25 |
1,979.00 |
18.75 |
1.0% |
1,934.75 |
Range |
19.50 |
30.00 |
10.50 |
53.8% |
82.00 |
ATR |
39.51 |
38.83 |
-0.68 |
-1.7% |
0.00 |
Volume |
10,551 |
5,615 |
-4,936 |
-46.8% |
34,958 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.25 |
2,050.25 |
1,995.50 |
|
R3 |
2,031.25 |
2,020.25 |
1,987.25 |
|
R2 |
2,001.25 |
2,001.25 |
1,984.50 |
|
R1 |
1,990.25 |
1,990.25 |
1,981.75 |
1,995.75 |
PP |
1,971.25 |
1,971.25 |
1,971.25 |
1,974.00 |
S1 |
1,960.25 |
1,960.25 |
1,976.25 |
1,965.75 |
S2 |
1,941.25 |
1,941.25 |
1,973.50 |
|
S3 |
1,911.25 |
1,930.25 |
1,970.75 |
|
S4 |
1,881.25 |
1,900.25 |
1,962.50 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,153.50 |
2,126.25 |
1,979.75 |
|
R3 |
2,071.50 |
2,044.25 |
1,957.25 |
|
R2 |
1,989.50 |
1,989.50 |
1,949.75 |
|
R1 |
1,962.25 |
1,962.25 |
1,942.25 |
1,976.00 |
PP |
1,907.50 |
1,907.50 |
1,907.50 |
1,914.50 |
S1 |
1,880.25 |
1,880.25 |
1,927.25 |
1,894.00 |
S2 |
1,825.50 |
1,825.50 |
1,919.75 |
|
S3 |
1,743.50 |
1,798.25 |
1,912.25 |
|
S4 |
1,661.50 |
1,716.25 |
1,889.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,982.50 |
1,874.75 |
107.75 |
5.4% |
38.25 |
1.9% |
97% |
True |
False |
6,515 |
10 |
1,982.50 |
1,853.00 |
129.50 |
6.5% |
39.75 |
2.0% |
97% |
True |
False |
6,375 |
20 |
2,004.50 |
1,853.00 |
151.50 |
7.7% |
37.00 |
1.9% |
83% |
False |
False |
4,097 |
40 |
2,089.50 |
1,819.25 |
270.25 |
13.7% |
41.75 |
2.1% |
59% |
False |
False |
2,363 |
60 |
2,111.25 |
1,819.25 |
292.00 |
14.8% |
33.75 |
1.7% |
55% |
False |
False |
1,628 |
80 |
2,111.25 |
1,819.25 |
292.00 |
14.8% |
30.75 |
1.6% |
55% |
False |
False |
1,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,110.00 |
2.618 |
2,061.00 |
1.618 |
2,031.00 |
1.000 |
2,012.50 |
0.618 |
2,001.00 |
HIGH |
1,982.50 |
0.618 |
1,971.00 |
0.500 |
1,967.50 |
0.382 |
1,964.00 |
LOW |
1,952.50 |
0.618 |
1,934.00 |
1.000 |
1,922.50 |
1.618 |
1,904.00 |
2.618 |
1,874.00 |
4.250 |
1,825.00 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,975.25 |
1,971.25 |
PP |
1,971.25 |
1,963.50 |
S1 |
1,967.50 |
1,955.75 |
|